Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 400,000 | 400,000 | 180,200 | 180,200 | 146,239 CHF | 148,048 CHF | 100.00% | 100.00% |
15/05/2024 | 1.31% | 0.83 CHF | 0.84 CHF | 410,000 | 410,000 | 178,170 | 178,170 | 141,462 CHF | 143,250 CHF | 100.00% | 100.00% |
14/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 390,000 | 390,000 | 174,817 | 174,817 | 134,974 CHF | 136,727 CHF | 100.00% | 100.00% |
13/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 390,000 | 390,000 | 174,740 | 174,740 | 133,123 CHF | 134,873 CHF | 100.00% | 100.00% |
10/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 390,000 | 390,000 | 174,797 | 174,797 | 133,157 CHF | 134,908 CHF | 99.88% | 99.88% |
08/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 390,000 | 390,000 | 129,071 | 129,071 | 99,226 CHF | 100,518 CHF | 97.39% | 97.39% |
07/05/2024 | 1.59% | 0.77 CHF | 0.78 CHF | 395,000 | 395,000 | 135,056 | 135,056 | 94,551 CHF | 95,904 CHF | 98.81% | 98.81% |
06/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 360,000 | 360,000 | 160,810 | 160,810 | 96,110 CHF | 97,721 CHF | 100.00% | 100.00% |
03/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 365,000 | 365,000 | 149,161 | 149,161 | 94,601 CHF | 96,095 CHF | 100.00% | 100.00% |
02/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 365,000 | 365,000 | 165,616 | 165,616 | 111,090 CHF | 112,749 CHF | 100.00% | 100.00% |